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DOI10.1007/S10479-015-1786-8zbMATH Open1318.90052DBLPjournals/anor/BazovkinM15OpenAlexW1970677470WikidataQ63258583 ScholiaQ63258583MaRDI QIDQ492796FDOQ492796
Publication date: 21 August 2015
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1786-8
algorithmdata depthrobust optimizationcoherent risk measureweighted-mean trimmed regionsmultivariate risk measurerobust classification
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Convex programming (90C25) Stochastic programming (90C15) (n)-dimensional polytopes (52B11)
Cites Work
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- Multivariate risks and depth-trimmed regions
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